Importance Sampling for Failure Probabilities in Computing and Data Transmission (Q3182431): Difference between revisions

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Latest revision as of 01:06, 2 July 2024

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Importance Sampling for Failure Probabilities in Computing and Data Transmission
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    Importance Sampling for Failure Probabilities in Computing and Data Transmission (English)
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    8 October 2009
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    communications engineering
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    compound sum
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    computer reliability
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    conditioned limit theorem
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    Cramér root
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    exponential tilting
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    geometric sum
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    Gumbel distribution
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    integral asymptotics
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    Lundberg's inequality
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    rare event simulation
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    regular variation
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    RESTART
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    numerical examples
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    algorithms
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    importance sampling
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    Pareto distributions
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    Monte Carlo simulation
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